-2.3%
F vs SAN
+22.7%
-25.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.0% |
| 7D | +1.0% | +10.8% | -9.8% | -2.5% |
| 30D | +2.1% | -5.7% | +7.9% | +3.9% |
| 3M | -10.3% | -13.4% | +3.2% | -5.9% |
| 6M | +3.3% | +3.5% | -0.3% | +0.7% |
| YTD | -2.0% | +9.7% | -11.7% | -8.4% |
| 1Y | -2.3% | +20.9% | -23.2% | -13.0% |
| All | -2.3% | +22.7% | -25.0% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SAN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling